+318.0%
CORZ vs SMTC
+428.5%
-110.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | +0.7% |
| 7D | +26.4% | +30.5% | -4.1% | +12.7% |
| 30D | -6.8% | -30.9% | +24.1% | +7.8% |
| 3M | -31.1% | -14.7% | -16.4% | -28.3% |
| 6M | -36.9% | -9.6% | -27.3% | -37.3% |
| YTD | -1.2% | +62.1% | -63.3% | -23.8% |
| 1Y | -12.5% | +66.6% | -79.1% | -33.2% |
| All | +318.0% | +428.5% | -110.5% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling